+224.5%
KEEL vs TENB
-34.6%
+259.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.0% | +9.8% | +5.6% |
| 7D | +2.9% | -12.1% | +15.0% | +6.9% |
| 30D | +0.8% | -18.6% | +19.5% | +5.8% |
| 3M | -35.3% | +12.1% | -47.4% | -42.0% |
| 6M | +59.4% | +46.8% | +12.6% | +23.1% |
| YTD | +51.9% | +28.0% | +24.0% | +23.9% |
| 1Y | +75.0% | -1.4% | +76.4% | +64.0% |
| 3Y | +224.5% | -33.9% | +258.5% | +286.8% |
| All | +224.5% | -34.6% | +259.1% | +286.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TENB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling